+451.3%
MTSI vs UDR
+50.7%
+400.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.2% | +12.0% | +11.3% |
| 7D | -10.0% | +3.0% | -13.0% | -11.2% |
| 30D | -37.2% | +10.3% | -47.4% | -40.2% |
| 3M | -30.1% | -2.9% | -27.1% | -29.6% |
| 6M | -31.9% | +0.3% | -32.2% | -33.3% |
| YTD | +23.2% | +3.8% | +19.4% | +17.9% |
| 1Y | +26.4% | +12.7% | +13.7% | +15.8% |
| 3Y | +186.2% | +27.6% | +158.6% | +141.2% |
| 5Y | +187.0% | -18.6% | +205.7% | +200.8% |
| All | +451.3% | +50.7% | +400.6% | +328.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling